As we know SNA is the mainly protocol of mainframe connection. But z/OS is also support TCP/IP protocol. Thus, my question is: Is there any way to connect z/OS (on mainframe platform) and Linux (on open platform) by TCP/IP?

What do you mean by "connect"? You can FTP between the systems, you can use REXEC from the mainframe to the Linux machine (assuming everything is set up correctly), and there are other interactions possible between the machines -- so they are already "connected" in many ways.